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Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E. - 1994
Persistent link: https://www.econbiz.de/10000889579
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Four econometric fashions and the Kalman filter alternative
Bomhoff, Eduard Jan - 1992
Persistent link: https://www.econbiz.de/10000840734
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Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814456
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A time series analysis of real wages, consumption, and asset returns under optimal labor contracting : a cointegration-Euler equation approach
Cooley, Thomas F.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000819048
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504
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Documentation of a software package which decomposes, analyses and forecasts economic time series
Giebel, Friedhelm - 1982
Persistent link: https://www.econbiz.de/10000342985
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Documentation of a software package which decomposes, analyses and forecasts economic time series ; 1
Giebel, Friedhelm - 1982
Persistent link: https://www.econbiz.de/10000342986
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Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10000072810
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Semiparametric efficient estimation in time series
Hodgson, Douglas J. - 1997
Persistent link: https://www.econbiz.de/10000977454
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Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut - 1984
Persistent link: https://www.econbiz.de/10000073449